全品种价差日报-20260330

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents the spot prices, futures prices, basis, historical quantiles, and basis rates of various commodities on March 30, 2026, covering multiple sectors such as metals, agriculture, energy, and finance. 3. Summary by Commodity Sectors Ferrous Metals - Silicon Iron (SF603): Spot price is 6012, down 0.97%; futures price is 5978, with a basis of -34 and a basis rate of -1.22% [1]. - Silicon Manganese (SM603): Spot price is 6500, futures price is 6580, and the basis is -80 [1]. - Rebar (RB2605): Spot price is 3220, futures price is 3124, down 0.27%, with a basis of 96 and a historical quantile of 46.20% [1]. - Hot Rolled Coil (HC2605): Spot price is 3290, futures price is 3299, with a basis of -9 and a historical quantile of 15.80% [1]. - Iron Ore (I2605): Spot price is 27, up 3.29%; futures price is 812, up 22.80%, with a basis of -27 and a historical quantile of 75.86% [1]. - Coke (J2605): Spot price is 1752, futures price is 1767, up 0.83%, with a basis of -15 and a historical quantile of 75.86% [1]. - Coking Coal (JM2605): Spot price is 1333, futures price is 1219, up 9.35%, with a basis of 114 and a historical quantile of 57.20% [1]. Non - Ferrous Metals - Copper (CU2605): Spot price is 95930, futures price is 95320, with a basis of 610 and a historical quantile of 12.91% [1]. - Aluminum (AL2605): Spot price is 23935, futures price is 23810, with a basis of 125 and a historical quantile of 27.08% [1]. - Alumina (AO2605): Spot price is 2785, futures price is 2930, with a basis of -145 and a historical quantile of 14.09% [1]. - Zinc (ZN2605): Spot price is 23380, futures price is 23140, with a basis of 240 and a historical quantile of 10.00% [1]. - Tin (SN2605): Spot price is 362460, futures price is 353400, with a basis of 9060 and a historical quantile of 1.66% [1]. - Nickel (NI2605): Spot price is 137100, futures price is 136450, with a basis of 650 and a historical quantile of 22.29% [1]. - Stainless Steel (SS2605): Spot price is 14500, futures price is 14390, with a basis of 110 and a historical quantile of 49.14% [1]. - Lithium Carbonate (LC2605): Spot price is 168440, futures price is 158000, down 6.20%, with a basis of 10440 and a historical quantile of 2.64% [1]. - Industrial Silicon (SI2605): Spot price is 9200, futures price is 8652, up 6.67%, with a basis of 548 and a historical quantile of 37.78% [1]. Precious Metals - Gold (AU2606): Spot price is 992.5, futures price is 998.66, with a basis of -6.16 and a historical quantile of -0.62% [1]. - Silver (AG2606): Spot price is 17467, futures price is 17489, with a basis of -22 and a historical quantile of 51.00% [1]. Agricultural Products - Soybean Meal (M2605): Spot price is 3160, futures price is 2937, up 7.59%, with a basis of 223 and a historical quantile of 64.60% [1]. - Soybean Oil (Y2605): Spot price is 8940, futures price is 8688, up 2.90%, with a basis of 252 and a historical quantile of 53.10% [1]. - Palm Oil (P2605): Spot price is 9670, futures price is 9768, down 1.00%, with a basis of -98 and a historical quantile of 1.90% [1]. - Rapeseed Meal (RM2605): Spot price is 2330, futures price is 2315, with a basis of 15 and a historical quantile of 50.00% [1]. - Rapeseed Oil (Oleos): Spot price is 10380, futures price is 9877, up 5.09%, with a basis of 503 and a historical quantile of 91.30% [1]. - Corn (C2605): Spot price is 2390, futures price is 2369, with a basis of 21 and a historical quantile of 44.50% [1]. - Corn Starch (CS2605): Spot price is 2755, futures price is 2900, down 4.67%, with a basis of -145 and a historical quantile of 73.30% [1]. - Live Hogs (H2605): Spot price is 9965, futures price is 9500, with a basis of 465 and a historical quantile of 27.30% [1]. - Eggs (JD2605): Spot price is 3502, futures price is 3290, down 6.05%, with a basis of 212 and a historical quantile of 21.20% [1]. - Cotton (CF2605): Spot price is 16600, futures price is 15395, up 7.83%, with a basis of 1205 and a historical quantile of 82.40% [1]. - Sugar (SR2605): Spot price is 5464, futures price is 5480, up 0.29%, with a basis of -16 and a historical quantile of -1.68% [1]. - Apples (AP2605): Spot price is 9967, futures price is 9800, with a basis of 167 and a historical quantile of 16.60% [1]. - Red Dates (CJ2605): Spot price is 8870, futures price is 7900, down 10.94%, with a basis of 970 and a historical quantile of 41.60% [1]. Energy and Chemicals - Paraxylene (PX2605): Spot price is 10059.9, futures price is 9916, with a basis of 143.9 and a historical quantile of 71.40% [1]. - PTA (TA2605): Spot price is 6876, futures price is 6760, down 1.69%, with a basis of 116 and a historical quantile of 14.40% [1]. - Ethylene Glycol (EG2605): Spot price is 5279, futures price is 5005, down 0.98%, with a basis of 274 and a historical quantile of 0.10% [1]. - Polyester Staple Fiber (PF2606): Spot price is 8392, futures price is 8310, down 0.98%, with a basis of 82 and a historical quantile of 22.20% [1]. - Styrene (EB2605): Spot price is 10800, futures price is 10624, with a basis of 176 and a historical quantile of 64.90% [1]. - Methanol (MA2605): Spot price is 3360, futures price is 3296, up 1.94%, with a basis of 64 and a historical quantile of 69.40% [1]. - Urea (UR2605): Spot price is 1900, futures price is 1877, up 1.23%, with a basis of 23 and a historical quantile of 24.70% [1]. - LLDPE (L2605): Spot price is 8868, futures price is 8600, down 3.02%, with a basis of 268 and a historical quantile of 0.40% [1]. - PP (PP2605): Spot price is 9313, futures price is 9100, up 1.20%, with a basis of 213 and a historical quantile of -2.29% [1]. - PVC (V2605): Spot price is 5615, futures price is 5450, down 2.94%, with a basis of 165 and a historical quantile of 36.80% [1]. - Caustic Soda (SHEOS): Spot price is 2442, futures price is 2303.1, down 5.69%, with a basis of 138.9 and a historical quantile of 27.30% [1]. - LPG (PG2605): Spot price is 6759, futures price is 7198, up 6.50%, with a basis of -439 and a historical quantile of 61.90% [1]. - Asphalt (BU2606): Spot price is 4532, futures price is 4330, up 12.60%, with a basis of 202 and a historical quantile of -4.46% [1]. - Butadiene Rubber (BR2605): Spot price is 18500, futures price is 17840, with a basis of 660 and a historical quantile of 92.60% [1]. - Float Glass (FG2605): Spot price is 960, futures price is 879, down 8.44%, with a basis of 81 and a historical quantile of 49.36% [1]. - Soda Ash (SA2605): Spot price is 1229, futures price is 1209, down 1.65%, with a basis of 20 and a historical quantile of 46.84% [1]. - Pure Benzene (BZ2605): Spot price is 8880, futures price is 8355, down 5.91%, with a basis of 525 and a historical quantile of -1.20% [1]. - Propylene (PL2605): Spot price is 8320, futures price is 8315, up 1.21%, with a basis of 5 and a historical quantile of 92.00% [1]. - Bottle Chips (PR2605): Spot price is 8421, futures price is 8320, up 1.21%, with a basis of 101 and a historical quantile of 92.00% [1]. - Natural Rubber (RU2605): Spot price is 16510, futures price is 16400, down 0.67%, with a basis of 110 and a historical quantile of 85.11% [1]. Financial Products - Stock Index Futures: - IF2606.CFE: Spot price is 4502.5698, futures price is 4427.4, down 1.70%, with a basis of -75.1698 and a historical quantile of 2.40% [1]. - IH2606.CFE: Spot price is 2837.3064, futures price is 2814.4, down 0.81%, with a basis of 22.9064 and a historical quantile of 5.70% [1]. - IC2606.CFE: Spot price is 7737.6144, futures price is 7559.2, down 2.36%, with a basis of 178.4144 and a historical quantile of 0.40% [1]. - IM2606.CFE: Spot price is 7746.3131, futures price is 7523.8, down 2.96%, with a basis of 222.5131 and a historical quantile of 0.04% [1]. - Treasury Bond Futures: - TS2606: Spot price is 100.11, futures price is 97.62, up 0.08%, with a basis of 2.49 and a historical quantile of 44.40% [1]. - TF2606: Spot price is 105.98, futures price is 100.24, up 0.09%, with a basis of 5.74 and a historical quantile of 42.20% [1]. - T2606: Spot price is 108.23, futures price is 99.88, up 0.10%, with a basis of 8.35 and a historical quantile of 31.10% [1]. - TL2606: Spot price is 122.03, futures price is 111.18, up 0.46%, with a basis of 10.85 and a historical quantile of 67.50% [1].